+3,496.3%
DLTR vs STLD
+8,684.3%
-5,188.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +2.5% | +3.1% | -0.7% | +1.9% |
| 30D | +2.1% | -9.0% | +11.1% | +3.5% |
| 3M | +20.3% | -12.4% | +32.6% | +22.5% |
| 6M | +11.5% | +25.5% | -14.0% | +6.7% |
| YTD | +6.8% | +43.6% | -36.8% | -0.2% |
| 1Y | +31.1% | +87.2% | -56.1% | +17.0% |
| 3Y | +10.7% | +135.2% | -124.6% | -6.3% |
| 5Y | +41.6% | +290.9% | -249.3% | +7.8% |
| 10Y | +58.1% | +1,113.5% | -1,055.3% | -3.7% |
| All | +3,496.3% | +8,684.3% | -5,188.0% | +976.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling